Estimate what your option could be worth at different stock prices and future dates.
OPTIONS TRADE
C
Expiration
StrategyLONG CALL
Contracts1 CONTRACT
CURRENT PREMIUM—
CURRENT P/L—
CURRENT P/L %—
OPTIONS TRADE
C
Expiration
StrategyLONG CALL
Contracts1 CONTRACT
CURRENT PREMIUM—
CURRENT P/L—
CURRENT P/L %—
Your Position
Enter the position you currently hold.
Position updates automatically
Current underlying price
$
Current option premium
$
CURRENT POSITIONUser-entered current premiums
Current premium—
Current position value—
Current P/L—
Current P/L percentage—
Price Scenario
Change the target price, date, and implied volatility to model what the same position could become.
Current underlying—
Target underlying—
Target timestamp—
Expiration—
IV assumption25%
Check your inputs
Current underlying price is required.
Strike price is required.
Purchase premium is required.
Current option premium is required.
Target price is required.
Choose a target and expiration date.
Choose a valid Through Time.
ESTIMATED CONTRACT VALUE—
Total position value—
Position cost basis—
Projected Outcome—
Estimated return—
P/L chart available when inputs are valid.
P/L heatmap available when inputs are valid.
Estimate only—not investment advice. Actual market prices can differ because of volatility changes, liquidity, dividends, and other market conditions.
How this calculator works
Use this model to compare a call’s projected value before expiration under a chosen stock price, date, and implied-volatility assumption.
How to use it
Enter the current underlying price, selected contract, entry premium, a target price, and a future date. Test a flat case, a favorable move, and an unfavorable move so the scenario grid answers a planning question rather than simply displaying one optimistic outcome.
Formula, payoff, and assumptions
Projected value uses an option-pricing model; profit or loss is projected position value less the premium cost basis.
Before expiration, the result uses the selected price, date, and volatility inputs to estimate value. It is not a quote, and changing any one of those inputs can move the result materially.
Practical example
A $5 call bought on 2 contracts costs $1,000. Compare a $110 target next month with today’s $100 stock price.
Reading this result
Read the scenario as a relationship between price, time, and implied volatility. A higher target price does not automatically mean a better result if time passes or implied volatility contracts enough to offset part of the option’s value.
Common planning mistake
Avoid treating the scenario grid as a quote screen. Use the current bid and ask to judge whether a theoretical outcome is practically tradable.
Risk and limitations
Model outputs are estimates, not quotes. Liquidity, spreads, volatility, and time decay can produce different execution results.